CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 24-Apr-2014
Day Change Summary
Previous Current
23-Apr-2014 24-Apr-2014 Change Change % Previous Week
Open 1.3815 1.3833 0.0018 0.1% 1.3813
High 1.3849 1.3833 -0.0016 -0.1% 1.3859
Low 1.3805 1.3788 -0.0017 -0.1% 1.3795
Close 1.3810 1.3819 0.0009 0.1% 1.3814
Range 0.0044 0.0045 0.0001 2.3% 0.0064
ATR 0.0042 0.0042 0.0000 0.5% 0.0000
Volume 8 21 13 162.5% 85
Daily Pivots for day following 24-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.3948 1.3929 1.3844
R3 1.3903 1.3884 1.3831
R2 1.3858 1.3858 1.3827
R1 1.3839 1.3839 1.3823 1.3826
PP 1.3813 1.3813 1.3813 1.3807
S1 1.3794 1.3794 1.3815 1.3781
S2 1.3768 1.3768 1.3811
S3 1.3723 1.3749 1.3807
S4 1.3678 1.3704 1.3794
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.4015 1.3978 1.3849
R3 1.3951 1.3914 1.3832
R2 1.3887 1.3887 1.3826
R1 1.3850 1.3850 1.3820 1.3869
PP 1.3823 1.3823 1.3823 1.3832
S1 1.3786 1.3786 1.3808 1.3805
S2 1.3759 1.3759 1.3802
S3 1.3695 1.3722 1.3796
S4 1.3631 1.3658 1.3779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3859 1.3788 0.0071 0.5% 0.0029 0.2% 44% False True 10
10 1.3900 1.3788 0.0112 0.8% 0.0022 0.2% 28% False True 15
20 1.3900 1.3689 0.0211 1.5% 0.0029 0.2% 62% False False 29
40 1.3947 1.3689 0.0258 1.9% 0.0027 0.2% 50% False False 20
60 1.3947 1.3493 0.0454 3.3% 0.0029 0.2% 72% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4024
2.618 1.3951
1.618 1.3906
1.000 1.3878
0.618 1.3861
HIGH 1.3833
0.618 1.3816
0.500 1.3811
0.382 1.3805
LOW 1.3788
0.618 1.3760
1.000 1.3743
1.618 1.3715
2.618 1.3670
4.250 1.3597
Fisher Pivots for day following 24-Apr-2014
Pivot 1 day 3 day
R1 1.3816 1.3819
PP 1.3813 1.3819
S1 1.3811 1.3819

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These figures are updated between 7pm and 10pm EST after a trading day.

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